+150.7%
GDX vs TAP
+0.6%
+150.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.7% |
| 7D | -6.8% | +1.3% | -8.1% | -7.0% |
| 30D | -2.1% | +5.7% | -7.8% | -2.9% |
| 3M | -7.5% | -1.9% | -5.6% | -7.4% |
| 6M | -15.2% | +0.9% | -16.1% | -15.6% |
| YTD | -4.8% | -9.5% | +4.7% | -3.9% |
| 1Y | +6.7% | -9.0% | +15.7% | +7.5% |
| 3Y | +212.7% | -22.2% | +235.0% | +221.4% |
| All | +150.7% | +0.6% | +150.1% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling